+1,163.7%
TSM vs XLC
+134.3%
+1,029.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.1% | +1.5% |
| 7D | -2.5% | +7.1% | -9.6% | -7.9% |
| 30D | -14.3% | -2.7% | -11.5% | -12.4% |
| 3M | -7.2% | -3.2% | -4.1% | -5.3% |
| 6M | -5.1% | -7.7% | +2.5% | +0.1% |
| YTD | +28.9% | -8.0% | +36.9% | +36.4% |
| 1Y | +37.1% | -3.1% | +40.1% | +38.7% |
| 3Y | +341.5% | +64.9% | +276.6% | +188.3% |
| 5Y | +245.7% | +39.5% | +206.2% | +156.5% |
| All | +1,163.7% | +134.3% | +1,029.4% | +490.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling